Mathematics and Statistics
About the research group
The three main focus areas of the group of Mathematics and Statistics are Mathematics, Business Mathematics, and Statistics. The group makes research especially using Mathematical and Statistical Modeling.
The members of the group are professors, post-doc researchers, and PhD students. The group has active national and international research collaboration with several researchers from different national and foreign Universities, scientific and other organizations. The members of the group publish their research mainly in international refereed journals such as Bernouilli, Journal of Functional Analysis, Journal für die Reine und Angewandte Mathematik, Mathematische Annalen, Review of Financial Studies, Stochastic Processes and their Applications.
The leader of the research group is Professor Seppo Hassi.
Research themes
Mathematics
- Algebraic curves and function fields over finite fields
- Algebraic number theory, character sums over finite fields
- Algebraic coding theory, cyclic codes and algebraic geometry codes
- Bounded and unbounded operators in Hilbert, Pontryagin and Krein spaces
- Boundary value problems, moment problems, interpolation problems
- Boundary triple and boundary pair techniques
- Classes of complex functions and their representations
- Lebesgue type decompositions for forms and linear operators
- Mathematical system theory in infinite-dimensional spaces
- Realization theory for discrete and continuous time systems
- Reproducing kernel spaces in Hilbert and Pontryagin space setting
- Semibounded and sectorial forms and their representations
- Spectral theory and associated complex functions
- Weyl functions, transfer functions and their realizations
Business Mathematics
- Financial engineering
- Fractional Brownian motion
- Gaussian processes
- Mathematical finance
- Statistics of stochastic processes
- Stochastic analysis
- Volterra processes
Statistics
- Financial econometrics and time series
- Financial event study methodology
- Multivariate statistics
- Non-parametric statistics
- Structural equation models
News and events
Publications
- New publications 2023-2024
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2024
Diagnostic Accuracy of MRI in Detecting the Perineural Spread of Head and Neck Tumors: A Systematic Review and Meta-Analysis
Abdullaeva, Umida; Pape, Bernd; Hirvonen, Jussi, 2024, Diagnostics, 14, 1, 113, DOI: 10.3390/diagnostics14010113, A2 Review article in a scientific journal (peer-reviewed)
The aetiology of preterm birth and risks of cerebral palsy and cognitive impairment: a systematic review and meta-analysis
Ylijoki, Milla; Sentenac, Mariane; Pape, Bernd; Zeitlin, Jennifer; Lehtonen, Liisa, 2024, Acta paediatrica, 113, 4, 643-653, DOI: 10.1111/apa.17118, A2 Review article in a scientific journal (peer-reviewed)
Professional Investment Portfolio Management: Boosting Performance with Machine-Made Portfolios and Stock Market Evidence
Kolari, James W.; Liu, Wei; Pynnönen, Seppo, 2024, 1-255, DOI: 10.1007/978-3-031-48169-7, C1 Scientific book (peer-reviewed)
Dynamic risk adjustment in long-run event study tests
Han, Yao; Kolari, James W.; Pynnonen, Seppo, 2024, Applied economics, 56, 6, 744-764, DOI: 10.1080/00036846.2023.2287554, A1 Journal article (peer-reviewed)
Prediction of Gaussian Volterra processes with compound Poisson jumps
Maleki Almani, Hamidreza; Shokrollahi, Foad; Sottinen, Tommi, 2024, Statistics and probability letters, 208, 110054, DOI: 10.1016/j.spl.2024.110054, A1 Journal article (peer-reviewed)
2023
Burden of mental, behavioral, and neurodevelopmental disorders in the Finnish most preterm children: a national register study
Leppänen, Marika; Pape, Bernd; Ripatti, Liisi; Karukivi, Max; Haataja, Leena; Rautava, Päivi, 2023, European child and adolescent psychiatry, 33, 2, 431-438, DOI: 10.1007/s00787-023-02172-1, A1 Journal article (peer-reviewed)
Diagnostic performance of short noncontrast biparametric 3‑T MRI for tonsillar infections: comparison with a full protocol including contrast‑enhanced sequence
Vierula, Jari‑Pekka; Nurminen, Janne; Jussila, Ville; Nyman, Mikko; Heikkinen, Jaakko; Pape, Bernd; Sorvettula, Kaarlo; Mattila, Kimmo; Hirvonen, Jussi, 2023, European radiology experimental, 7, 1, 65, DOI: 10.1186/s41747-023-00379-0, A1 Journal article (peer-reviewed)
Long-range dependent completely correlated mixed fractional Brownian motion
Dufitinema, Josephine; Shokrollahi, Foad; Sottinen, Tommi; Viitasaari, Lauri, 2023, Stochastic processes and their applications, 170, 104289, DOI: 10.1016/j.spa.2023.104289, A1 Journal article (peer-reviewed)
Multi-mixed fractional Brownian motions and Ornstein–Uhlenbeck processes
Maleki Almani, Hamidreza; Sottinen, Tommi, 2023, Modern stochastics : theory and applications, 10, 4, 343–366, 1, DOI: 10.15559/23-VMSTA229, A1 Journal article (peer-reviewed)
On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands
Azmoodeh, Ehsan; Ilmonen, Pauliina; Shafik, Nourhan; Sottinen, Tommi; Viitasaari, Lauri, 2023, Journal of theoretical probability, Published: 10 July 2023, DOI: 10.1007/s10959-023-01272-7, A1 Journal article (peer-reviewed)
Investment Valuation and Asset Pricing : Models and Methods
Kolari, James W.; Pynnönen, Seppo, 2023, DOI: 10.1007/978-3-031-16784-3, C1 Scientific book (peer-reviewed)
Contributions to Mathematics and Statistics.
Essays in honor of Seppo Hassi
H.S.V. de Snoo & H.L. Wietsma (toim.)
Professori Seppo Hassin syntymäpäivän kunniaksi kirjoitettu juhlakirja sisältää 13 tieteellistä artikkelia. Kirja keskittyy kolmeen eri aiheeseen: funktionaalinen analyysi ja operaattoriteoria, reuna-arvo-ongelmat, tilastotiede, stokastiikka ja matematiikan historia.
Acta Wasaensia 462. Vaasan yliopisto. 2021
Julkaisun pdf